+711.4%
VEEV vs GSK
+92.1%
+619.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -0.7% | +1.1% | -1.9% | -1.2% |
| 30D | +1.4% | +6.3% | -4.9% | -1.0% |
| 3M | +19.4% | +1.8% | +17.5% | +18.0% |
| 6M | +93.6% | +1.7% | +92.0% | +90.9% |
| YTD | +35.1% | +6.5% | +28.5% | +28.8% |
| 1Y | +3.4% | +9.5% | -6.1% | -2.8% |
| 3Y | +81.4% | +65.3% | +16.1% | +36.6% |
| 5Y | -5.1% | +43.7% | -48.8% | -24.9% |
| 10Y | +661.2% | +104.1% | +557.1% | +377.9% |
| All | +711.4% | +92.1% | +619.3% | +385.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling